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Spokoiny, Vladimir G.

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Author ID: spokoiny.vladimir-g Recent zbMATH articles by "Spokoiny, Vladimir G."
Published as: Spokoiny, V.; Spokoiny, V. G.; Spokoiny, Vladimir; Spokoiny, Vladimir G.; Spokoĭnyĭ, V. G.; Spokoǐnyj, V. G.
Documents Indexed: 108 Publications since 1988, including 3 Books
all top 5

Co-Authors

18 single-authored
7 Härdle, Wolfgang Karl
6 Lepskiĭ, Oleg Vital’evich
6 Polzehl, Jörg
4 Belomestny, Denis
4 Juditsky, Anatoli B.
4 Liptser, Robert
4 Milstein, Grigori N.
4 Naumov, Alekseĭ Aleksandrovich
4 Shiryaev, Al’bert Nikolaevich
4 Ul’yanov, Vladimir Vasil’evich
3 Burnaev, E. V.
3 Müller, Klaus-Robert
3 Nesterov, Yurii
3 Schoenmakers, John G. M.
3 Suvorikova, Alexandra
3 Wang, Weining
2 Andresen, Andreas
2 Blanchard, Gilles
2 Chen, Ying
2 Čížek, Pavel
2 Diederichs, Elmar
2 Goldenshluger, Alexander
2 Golubev, Yuriĭ K.
2 Grama, Ion G.
2 Horowitz, Joel L.
2 Hristache, Marian
2 Kawanabe, Motoaki
2 Kutoyants, Yury A.
2 Nemirovski, Arkadi S.
2 Panov, Maxim E.
2 Sperlich, Stefan
2 Sugiyama, Masashi
2 Vial, Céline
2 Zaitsev, A. A.
2 Zhilova, M. M.
1 Adamyan, Larisa
1 Bachoc, François
1 Baldin, Nikolay
1 Berdychevski, Anatoly
1 Birgé, Lucien
1 Borodin, Andreĭ Nikolaevich
1 Dahlhaus, Rainer
1 Dalalyan, Arnak S.
1 Dickhaus, Thorsten
1 Didas, Stephan
1 Dümbgen, Lutz
1 Dvurechensky, Pavel E.
1 Ebert, Johannes Felix
1 Efimov, Kirill
1 Elagin, Mstislav
1 Ermakov, Mikhaĭl Sergeevich
1 Fan, Jianqing
1 Franke, Jürgen
1 Gach, Florian
1 Gasnikov, Alexander V.
1 Ginsbourger, David
1 Giurcanu, Mihai C.
1 Götze, Friedrich W.
1 Halim, Siana
1 Horna Uaraka, L. A.
1 Ibragimov, Il’dar Abdullovich
1 Johnstone, Iain M.
1 Juditsky, Anatoly
1 Katkovnik, Vladimir Ya.
1 Korostelev, Alexander P.
1 Lifshits, Mikhail A.
1 Loubes, Jean-Michel
1 Malyutov, Mikhail B.
1 Mammen, Enno
1 Mercurio, Danilo
1 Mrázek, Pavel
1 Neumann, Michael H.
1 Nickl, Richard
1 Nikitin, Yakov Yu.
1 Panov, Vladimir A.
1 Puchkin, Nikita
1 Puhalskii, Anatolii A.
1 Samarov, Alexander M.
1 Schütte, Christof
1 Silin, Igor
1 Steidl, Gabriele
1 Stepanova, Natalia A.
1 Subba Rao, Suhasini
1 Tadjuidje-Kamgaing, Joseph
1 Tavyrikov, Yu. E.
1 Tsybakov, Alexandre B.
1 Veretennikov, Alexander Yu.
1 Weickert, Joachim
1 Willrich, Niklas
1 Zaitsev, Andrei Yu.
1 Zaytsev, A. A.
1 Zharkynbay, Bakhyt
1 Zhilova, Mayya
all top 5

Serials

18 The Annals of Statistics
6 Mathematical Methods of Statistics
4 Probability Theory and Related Fields
4 Bernoulli
4 Electronic Journal of Statistics
3 IEEE Transactions on Information Theory
3 Journal of the American Statistical Association
3 Stochastics and Stochastics Reports
3 Journal of Mathematical Sciences (New York)
3 Journal of Machine Learning Research (JMLR)
2 Russian Mathematical Surveys
2 Theory of Probability and its Applications
2 Journal of Statistical Planning and Inference
2 Statistics & Probability Letters
2 Automation and Remote Control
2 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
2 Doklady Mathematics
2 Oberwolfach Reports
2 Springer Texts in Statistics
1 Uspekhi Matematicheskikh Nauk [N. S.]
1 Econometrica
1 Journal of Computational and Applied Mathematics
1 Journal of Multivariate Analysis
1 Journal of Optimization Theory and Applications
1 Statistics & Decisions
1 Statistics
1 Machine Learning
1 IEEE Transactions on Signal Processing
1 Computational Mathematics and Mathematical Physics
1 Stochastic Processes and their Applications
1 Buletinul Academiei de Ştiinţe a Republicii Moldova. Matematica
1 Electronic Journal of Probability
1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
1 Markov Processes and Related Fields
1 The Econometrics Journal
1 Journal of the Royal Statistical Society. Series C. Applied Statistics
1 Statistical Inference for Stochastic Processes
1 Econometric Theory
1 Quantitative Finance
1 Foundations of Computational Mathematics
1 Communications in Mathematical Sciences
1 Proceedings of the Steklov Institute of Mathematics
1 Advanced Series on Statistical Science & Applied Probability
1 SIAM Journal on Financial Mathematics
1 Bayesian Analysis

Publications by Year

Citations contained in zbMATH Open

80 Publications have been cited 1,172 times in 859 Documents Cited by Year
An adaptive, rate-optimal test of a parametric mean-regression model against a nonparametric alternative. Zbl 1017.62012
Horowitz, Joel L.; Spokoiny, Vladimir G.
125
2001
Direct estimation of the index coefficient in a single-index model. Zbl 1012.62043
Hristache, Marian; Juditsky, Anatoli; Spokoiny, Vladimir
109
2001
Optimal spatial adaptation to inhomogeneous smoothness: An approach based on kernel estimates with variable bandwidth selectors. Zbl 0885.62044
Lepski, O. V.; Mammen, E.; Spokoiny, V. G.
88
1997
Adaptive hypothesis testing using wavelets. Zbl 0898.62056
Spokoiny, V. G.
86
1996
Multiscale testing of qualitative hypotheses. Zbl 1029.62070
Dümbgen, Lutz; Spokoiny, Vladimir G.
69
2001
Optimal pointwise adaptive methods in nonparametric estimation. Zbl 0894.62041
Lepski, O. V.; Spokoiny, V. G.
61
1997
Minimax nonparametric hypothesis testing: The case of an inhomogeneous alternative. Zbl 0946.62050
Lepski, Oleg V.; Spokoiny, Vladimir G.
41
1999
Statistical inference for time-inhomogeneous volatility models. Zbl 1091.62103
Mercurio, Danilo; Spokoiny, Vladimir
36
2004
Structure adaptive approach for dimension reduction. Zbl 1043.62052
Hristache, Marian; Juditsky, Anatoli; Polzehl, Jörg; Spokoiny, Vladimir
29
2001
Multiscale local change point detection with applications to value-at-risk. Zbl 1160.62084
Spokoiny, Vladimir
24
2009
Propagation-separation approach for local likelihood estimation. Zbl 1089.62033
Polzehl, Jörg; Spokoiny, Vladimir
24
2006
Random gradient-free minimization of convex functions. Zbl 1380.90220
Nesterov, Yurii; Spokoiny, Vladimir
23
2017
An adaptive, rate-optimal test of linearity for median regression models. Zbl 1048.62050
Horowitz, Joel L.; Spokoiny, Vladimir G.
22
2002
Estimation of a function with discontinuities via local polynomial fit with an adaptive window choice. Zbl 0934.62037
Spokoiny, V. G.
22
1998
On estimation of the \(L_r\) norm of a regression function. Zbl 0921.62103
Lepski, O.; Nemirovski, A.; Spokoiny, V.
20
1999
On large-deviation efficiency in statistical inference. Zbl 0954.62006
Puhalskii, Anatolii; Spokoiny, Vladimir
20
1998
Parametric estimation. Finite sample theory. Zbl 1296.62051
Spokoiny, Vladimir
19
2012
Adaptive and spatially adaptive testing of a nonparametric hypothesis. Zbl 1103.62345
Spokoiny, V. G.
18
1998
Image denoising: Pointwise adaptive approach. Zbl 1018.62047
Polzehl, Jörg; Spokoiny, Vladimir
17
2003
Variance estimation for high-dimensional regression models. Zbl 1010.62033
Spokoiny, Vladimir
16
2002
Bootstrap confidence sets under model misspecification. Zbl 1327.62179
Spokoiny, Vladimir; Zhilova, Mayya
14
2015
Statistical experiments and decisions. Asymptotic theory. Zbl 0967.62002
Shiryaev, A. N.; Spokoiny, V. G.
14
2000
Adaptive drift estimation for nonparametric diffusion model. Zbl 1105.62330
Spokoiny, Vladimir G.
13
2000
Deviation probability bound for martingales with applications to statistical estimation. Zbl 0953.62080
Liptser, R.; Spokoiny, V.
13
2000
Transition density estimation for stochastic differential equations via forward-reverse representations. Zbl 1085.62098
Milstein, Grigori N.; Schoenmakers, John G. M.; Spokoiny, Vladimir
12
2004
Parameter tuning in pointwise adaptation using a propagation approach. Zbl 1173.62028
Spokoiny, Vladimir; Vial, Céline
11
2009
On sequential estimation of an autoregressive parameter. Zbl 0877.62077
Shiryaev, A. N.; Spokoiny, V. G.
11
1997
On the efficiency of wavelet estimators under arbitrary error distributions. Zbl 0845.62034
Neumann, M. H.; Spokoiny, V. G.
11
1995
Local quantile regression. Zbl 1279.62098
Spokoiny, Vladimir; Wang, Weining; Härdle, Wolfgang Karl
10
2013
A new algorithm for estimating the effective dimension-reduction subspace. Zbl 1225.62091
Dalalyan, Arnak S.; Juditsky, Anatoly; Spokoiny, Vladimir
10
2008
Spatial aggregation of local likelihood estimates with applications to classification. Zbl 1126.62021
Belomestny, Denis; Spokoiny, Vladimir
10
2007
On the shape-from-moments problem and recovering edges from noisy Radon data. Zbl 1035.62001
Goldenshluger, A.; Spokoiny, V.
10
2004
Structural tests in additive regression. Zbl 1051.62036
Härdle, Wolfgang; Sperlich, Stefan; Spokoiny, Vladimir
10
2001
Finite sample Bernstein-von Mises theorem for semiparametric problems. Zbl 1335.62057
Panov, Maxim; Spokoiny, Vladimir
9
2015
Semiparametric single index versus fixed link function modelling. Zbl 0869.62033
Härdle, W.; Spokoiny, V.; Sperlich, S.
9
1997
Statistics of extremes by oracle estimation. Zbl 1282.62131
Grama, Ion; Spokoiny, Vladimir
8
2008
In search of non-Gaussian components of a high-dimensional distribution. Zbl 1222.62009
Blanchard, Gilles; Kawanabe, Motoaki; Sugiyama, Masashi; Spokoiny, Vladimir; Müller, Klaus-Robert
8
2006
Regression methods in pricing American and Bermudan options using consumption processes. Zbl 1169.91338
Belomestny, Denis; Milstein, Grigori; Spokoiny, Vladimir
7
2009
Component identification and estimation in nonlinear high-dimensional regression models by structural adaptation. Zbl 1117.62419
Samarov, Alexander; Spokoiny, Vladimir; Vial, Celine
6
2005
Data-driven testing the fit of linear models. Zbl 1006.62043
Spokoiny, V.
6
2001
Moderate deviations type evaluation for integral functionals of diffusion processes. Zbl 0932.60030
Liptser, R.; Spokoiny, V.
6
1999
Spatially adaptive density estimation by localised Haar projections. Zbl 1355.62009
Gach, Florian; Nickl, Richard; Spokoiny, Vladimir
5
2013
Adaptive pointwise estimation in time-inhomogeneous conditional heteroscedasticity models. Zbl 1231.91484
Čížek, P.; Härdle, W.; Spokoiny, V.
5
2009
Portfolio value at risk based on independent component analysis. Zbl 1117.91379
Chen, Ying; Härdle, Wolfgang; Spokoiny, Vladimir
5
2007
On estimating a dynamic function of a stochastic system with averaging. Zbl 0982.62070
Liptser, R.; Spokoiny, V.
5
2000
Critical dimension in profile semiparametric estimation. Zbl 1308.62031
Andresen, Andreas; Spokoiny, Vladimir
4
2014
Properties of the posterior distribution of a regression model based on Gaussian random fields. Zbl 1303.62033
Zaitsev, A. A.; Burnaev, E. V.; Spokoiny, V. G.
4
2013
Varying coefficient GARCH models. Zbl 1178.91157
Čížek, Pavel; Spokoiny, Vladimir
4
2009
Confidence estimation of the covariance function of stationary and locally stationary processes. Zbl 1063.62118
Giurcanu, Mihai; Spokoiny, Vladimir
4
2004
Bootstrap confidence sets for spectral projectors of sample covariance. Zbl 1420.62073
Naumov, Alexey; Spokoiny, Vladimir; Ulyanov, Vladimir
3
2019
Basics of modern mathematical statistics. Zbl 1401.62006
Spokoiny, Vladimir; Dickhaus, Thorsten
3
2015
Exponential bounds for minimum contrast estimators. Zbl 1326.62050
Golubev, Yuri; Spokoiny, Vladimir
3
2009
Spatially adaptive estimation via fitted local likelihood techniques. Zbl 1390.94240
Katkovnik, Vladimir; Spokoiny, Vladimir
3
2008
Structural adaptive smoothing by propagation-separation methods. Zbl 1145.68559
Polzehl, Jörg; Spokoiny, Vladimir
3
2008
Pareto approximation of the tail by local exponential modeling. Zbl 1122.62035
Grama, Ion; Spokoiny, Vladimir
3
2007
Forward and reverse representations for Markov chains. Zbl 1116.62083
Milstein, G. N.; Schoenmakers, J. G. M.; Spokoiny, V.
3
2007
Local adaptation to inhomogeneous smoothness: Resolution level. Zbl 0836.62030
Lepskij, O. V.; Spokoiny, V. G.
3
1995
Confidence sets for spectral projectors of covariance matrices. Zbl 1409.62148
Naumov, A. A.; Spokoiny, V. G.; Ulyanov, V. V.
2
2018
Penalized maximum likelihood estimation and effective dimension. Zbl 1421.62021
Spokoiny, Vladimir
2
2017
Convergence of an alternating maximization procedure. Zbl 1360.62082
Andresen, Andreas; Spokoiny, Vladimir
2
2016
On the efficiency of a randomized mirror descent algorithm in online optimization problems. Zbl 1350.90027
Gasnikov, A. V.; Nesterov, Yu. E.; Spokoiny, V. G.
2
2015
Properties of the Bayesian parameter estimation of a regression based on Gaussian processes. Zbl 1310.62092
Zaytsev, A. A.; Burnaev, E. V.; Spokoiny, V. G.
2
2014
The Bernstein-von Mises theorem for regression based on Gaussian processes. Zbl 1411.60032
Burnaev, E. V.; Zaĭtsev, A. A.; Spokoĭnyĭ, V. G.
2
2013
Sparse non Gaussian component analysis by semidefinite programming. Zbl 1273.68297
Diederichs, Elmar; Juditsky, Anatoli; Nemirovski, Arkadi; Spokoiny, Vladimir
2
2013
Sharp deviation bounds for quadratic forms. Zbl 1273.60033
Spokoiny, V.; Zhilova, M.
2
2013
Freidlin-Wentzell type large deviations for smooth processes. Zbl 1022.60076
Liptser, R.; Spokoiny, V.; Veretennikov, A. Yu.
2
2002
Functional and dynamic magnetic resonance imaging using vector adaptive weights smoothing. Zbl 1112.62323
Polzehl, Jörg; Spokoiny, Vladimir G.
2
2001
Asymptotic properties of the maximum likelihood estimators under random normalization for a first order autoregressive model. Zbl 0809.62072
Shiryaev, A. N.; Spokoiny, V. G.
2
1993
On asymptotically optimal sequential experimental design. Zbl 0796.62064
Spokoĭnyĭ, V. G.
2
1992
Optimal stopping via reinforced regression. Zbl 1440.60032
Belomestny, Denis; Schoenmakers, John; Spokoiny, Vladimir; Zharkynbay, Bakhyt
1
2020
Adaptive nonparametric clustering. Zbl 1432.62181
Efimov, Kirill; Adamyan, Larisa; Spokoiny, Vladimir
1
2019
Nonasymptotic estimates for the closeness of Gaussian measures on balls. Zbl 1420.60050
Naumov, A. A.; Spokoiny, V. G.; Tavyrikov, Yu. E.; Ulyanov, V. V.
1
2018
Primal-dual methods for solving infinite-dimensional games. Zbl 1327.90108
Dvurechensky, Pavel; Nesterov, Yurii; Spokoiny, Vladimir
1
2015
Critical dimension in the semiparametric Bernstein-von Mises theorem. Zbl 1326.62078
Panov, Maxim E.; Spokoiny, Vladimir G.
1
2014
Sparse non-Gaussian component analysis. Zbl 1366.62116
Diederichs, Elmar; Juditsky, Anatoli; Spokoiny, Vladimir; Schütte, Christof
1
2010
Recovering convex edges of an image from noisy tomographic data. Zbl 1309.94030
Goldenshluger, Alexander; Spokoiny, Vladimir
1
2006
Optimal choice of observation window for Poisson observations. Zbl 0940.62075
Kutoyants, Yury A.; Spokoiny, Vladimir
1
1999
Exact asymptotics of minimax Bahadur risk in Lipschitz regression. Zbl 0897.62045
Korostelev, A. P.; Spokoiny, V. G.
1
1996
Efficient estimation and experimental design for controlled systems. Asymptotic approach. Zbl 0834.93052
Spokoiny, V. G.
1
1994
Lower bounds of minimax risk in estimation problems without LAN condition. Zbl 0749.62017
Spokoiny, V. G.
1
1992
Optimal stopping via reinforced regression. Zbl 1440.60032
Belomestny, Denis; Schoenmakers, John; Spokoiny, Vladimir; Zharkynbay, Bakhyt
1
2020
Bootstrap confidence sets for spectral projectors of sample covariance. Zbl 1420.62073
Naumov, Alexey; Spokoiny, Vladimir; Ulyanov, Vladimir
3
2019
Adaptive nonparametric clustering. Zbl 1432.62181
Efimov, Kirill; Adamyan, Larisa; Spokoiny, Vladimir
1
2019
Confidence sets for spectral projectors of covariance matrices. Zbl 1409.62148
Naumov, A. A.; Spokoiny, V. G.; Ulyanov, V. V.
2
2018
Nonasymptotic estimates for the closeness of Gaussian measures on balls. Zbl 1420.60050
Naumov, A. A.; Spokoiny, V. G.; Tavyrikov, Yu. E.; Ulyanov, V. V.
1
2018
Random gradient-free minimization of convex functions. Zbl 1380.90220
Nesterov, Yurii; Spokoiny, Vladimir
23
2017
Penalized maximum likelihood estimation and effective dimension. Zbl 1421.62021
Spokoiny, Vladimir
2
2017
Convergence of an alternating maximization procedure. Zbl 1360.62082
Andresen, Andreas; Spokoiny, Vladimir
2
2016
Bootstrap confidence sets under model misspecification. Zbl 1327.62179
Spokoiny, Vladimir; Zhilova, Mayya
14
2015
Finite sample Bernstein-von Mises theorem for semiparametric problems. Zbl 1335.62057
Panov, Maxim; Spokoiny, Vladimir
9
2015
Basics of modern mathematical statistics. Zbl 1401.62006
Spokoiny, Vladimir; Dickhaus, Thorsten
3
2015
On the efficiency of a randomized mirror descent algorithm in online optimization problems. Zbl 1350.90027
Gasnikov, A. V.; Nesterov, Yu. E.; Spokoiny, V. G.
2
2015
Primal-dual methods for solving infinite-dimensional games. Zbl 1327.90108
Dvurechensky, Pavel; Nesterov, Yurii; Spokoiny, Vladimir
1
2015
Critical dimension in profile semiparametric estimation. Zbl 1308.62031
Andresen, Andreas; Spokoiny, Vladimir
4
2014
Properties of the Bayesian parameter estimation of a regression based on Gaussian processes. Zbl 1310.62092
Zaytsev, A. A.; Burnaev, E. V.; Spokoiny, V. G.
2
2014
Critical dimension in the semiparametric Bernstein-von Mises theorem. Zbl 1326.62078
Panov, Maxim E.; Spokoiny, Vladimir G.
1
2014
Local quantile regression. Zbl 1279.62098
Spokoiny, Vladimir; Wang, Weining; Härdle, Wolfgang Karl
10
2013
Spatially adaptive density estimation by localised Haar projections. Zbl 1355.62009
Gach, Florian; Nickl, Richard; Spokoiny, Vladimir
5
2013
Properties of the posterior distribution of a regression model based on Gaussian random fields. Zbl 1303.62033
Zaitsev, A. A.; Burnaev, E. V.; Spokoiny, V. G.
4
2013
The Bernstein-von Mises theorem for regression based on Gaussian processes. Zbl 1411.60032
Burnaev, E. V.; Zaĭtsev, A. A.; Spokoĭnyĭ, V. G.
2
2013
Sparse non Gaussian component analysis by semidefinite programming. Zbl 1273.68297
Diederichs, Elmar; Juditsky, Anatoli; Nemirovski, Arkadi; Spokoiny, Vladimir
2
2013
Sharp deviation bounds for quadratic forms. Zbl 1273.60033
Spokoiny, V.; Zhilova, M.
2
2013
Parametric estimation. Finite sample theory. Zbl 1296.62051
Spokoiny, Vladimir
19
2012
Sparse non-Gaussian component analysis. Zbl 1366.62116
Diederichs, Elmar; Juditsky, Anatoli; Spokoiny, Vladimir; Schütte, Christof
1
2010
Multiscale local change point detection with applications to value-at-risk. Zbl 1160.62084
Spokoiny, Vladimir
24
2009
Parameter tuning in pointwise adaptation using a propagation approach. Zbl 1173.62028
Spokoiny, Vladimir; Vial, Céline
11
2009
Regression methods in pricing American and Bermudan options using consumption processes. Zbl 1169.91338
Belomestny, Denis; Milstein, Grigori; Spokoiny, Vladimir
7
2009
Adaptive pointwise estimation in time-inhomogeneous conditional heteroscedasticity models. Zbl 1231.91484
Čížek, P.; Härdle, W.; Spokoiny, V.
5
2009
Varying coefficient GARCH models. Zbl 1178.91157
Čížek, Pavel; Spokoiny, Vladimir
4
2009
Exponential bounds for minimum contrast estimators. Zbl 1326.62050
Golubev, Yuri; Spokoiny, Vladimir
3
2009
A new algorithm for estimating the effective dimension-reduction subspace. Zbl 1225.62091
Dalalyan, Arnak S.; Juditsky, Anatoly; Spokoiny, Vladimir
10
2008
Statistics of extremes by oracle estimation. Zbl 1282.62131
Grama, Ion; Spokoiny, Vladimir
8
2008
Spatially adaptive estimation via fitted local likelihood techniques. Zbl 1390.94240
Katkovnik, Vladimir; Spokoiny, Vladimir
3
2008
Structural adaptive smoothing by propagation-separation methods. Zbl 1145.68559
Polzehl, Jörg; Spokoiny, Vladimir
3
2008
Spatial aggregation of local likelihood estimates with applications to classification. Zbl 1126.62021
Belomestny, Denis; Spokoiny, Vladimir
10
2007
Portfolio value at risk based on independent component analysis. Zbl 1117.91379
Chen, Ying; Härdle, Wolfgang; Spokoiny, Vladimir
5
2007
Pareto approximation of the tail by local exponential modeling. Zbl 1122.62035
Grama, Ion; Spokoiny, Vladimir
3
2007
Forward and reverse representations for Markov chains. Zbl 1116.62083
Milstein, G. N.; Schoenmakers, J. G. M.; Spokoiny, V.
3
2007
Propagation-separation approach for local likelihood estimation. Zbl 1089.62033
Polzehl, Jörg; Spokoiny, Vladimir
24
2006
In search of non-Gaussian components of a high-dimensional distribution. Zbl 1222.62009
Blanchard, Gilles; Kawanabe, Motoaki; Sugiyama, Masashi; Spokoiny, Vladimir; Müller, Klaus-Robert
8
2006
Recovering convex edges of an image from noisy tomographic data. Zbl 1309.94030
Goldenshluger, Alexander; Spokoiny, Vladimir
1
2006
Component identification and estimation in nonlinear high-dimensional regression models by structural adaptation. Zbl 1117.62419
Samarov, Alexander; Spokoiny, Vladimir; Vial, Celine
6
2005
Statistical inference for time-inhomogeneous volatility models. Zbl 1091.62103
Mercurio, Danilo; Spokoiny, Vladimir
36
2004
Transition density estimation for stochastic differential equations via forward-reverse representations. Zbl 1085.62098
Milstein, Grigori N.; Schoenmakers, John G. M.; Spokoiny, Vladimir
12
2004
On the shape-from-moments problem and recovering edges from noisy Radon data. Zbl 1035.62001
Goldenshluger, A.; Spokoiny, V.
10
2004
Confidence estimation of the covariance function of stationary and locally stationary processes. Zbl 1063.62118
Giurcanu, Mihai; Spokoiny, Vladimir
4
2004
Image denoising: Pointwise adaptive approach. Zbl 1018.62047
Polzehl, Jörg; Spokoiny, Vladimir
17
2003
An adaptive, rate-optimal test of linearity for median regression models. Zbl 1048.62050
Horowitz, Joel L.; Spokoiny, Vladimir G.
22
2002
Variance estimation for high-dimensional regression models. Zbl 1010.62033
Spokoiny, Vladimir
16
2002
Freidlin-Wentzell type large deviations for smooth processes. Zbl 1022.60076
Liptser, R.; Spokoiny, V.; Veretennikov, A. Yu.
2
2002
An adaptive, rate-optimal test of a parametric mean-regression model against a nonparametric alternative. Zbl 1017.62012
Horowitz, Joel L.; Spokoiny, Vladimir G.
125
2001
Direct estimation of the index coefficient in a single-index model. Zbl 1012.62043
Hristache, Marian; Juditsky, Anatoli; Spokoiny, Vladimir
109
2001
Multiscale testing of qualitative hypotheses. Zbl 1029.62070
Dümbgen, Lutz; Spokoiny, Vladimir G.
69
2001
Structure adaptive approach for dimension reduction. Zbl 1043.62052
Hristache, Marian; Juditsky, Anatoli; Polzehl, Jörg; Spokoiny, Vladimir
29
2001
Structural tests in additive regression. Zbl 1051.62036
Härdle, Wolfgang; Sperlich, Stefan; Spokoiny, Vladimir
10
2001
Data-driven testing the fit of linear models. Zbl 1006.62043
Spokoiny, V.
6
2001
Functional and dynamic magnetic resonance imaging using vector adaptive weights smoothing. Zbl 1112.62323
Polzehl, Jörg; Spokoiny, Vladimir G.
2
2001
Statistical experiments and decisions. Asymptotic theory. Zbl 0967.62002
Shiryaev, A. N.; Spokoiny, V. G.
14
2000
Adaptive drift estimation for nonparametric diffusion model. Zbl 1105.62330
Spokoiny, Vladimir G.
13
2000
Deviation probability bound for martingales with applications to statistical estimation. Zbl 0953.62080
Liptser, R.; Spokoiny, V.
13
2000
On estimating a dynamic function of a stochastic system with averaging. Zbl 0982.62070
Liptser, R.; Spokoiny, V.
5
2000
Minimax nonparametric hypothesis testing: The case of an inhomogeneous alternative. Zbl 0946.62050
Lepski, Oleg V.; Spokoiny, Vladimir G.
41
1999
On estimation of the \(L_r\) norm of a regression function. Zbl 0921.62103
Lepski, O.; Nemirovski, A.; Spokoiny, V.
20
1999
Moderate deviations type evaluation for integral functionals of diffusion processes. Zbl 0932.60030
Liptser, R.; Spokoiny, V.
6
1999
Optimal choice of observation window for Poisson observations. Zbl 0940.62075
Kutoyants, Yury A.; Spokoiny, Vladimir
1
1999
Estimation of a function with discontinuities via local polynomial fit with an adaptive window choice. Zbl 0934.62037
Spokoiny, V. G.
22
1998
On large-deviation efficiency in statistical inference. Zbl 0954.62006
Puhalskii, Anatolii; Spokoiny, Vladimir
20
1998
Adaptive and spatially adaptive testing of a nonparametric hypothesis. Zbl 1103.62345
Spokoiny, V. G.
18
1998
Optimal spatial adaptation to inhomogeneous smoothness: An approach based on kernel estimates with variable bandwidth selectors. Zbl 0885.62044
Lepski, O. V.; Mammen, E.; Spokoiny, V. G.
88
1997
Optimal pointwise adaptive methods in nonparametric estimation. Zbl 0894.62041
Lepski, O. V.; Spokoiny, V. G.
61
1997
On sequential estimation of an autoregressive parameter. Zbl 0877.62077
Shiryaev, A. N.; Spokoiny, V. G.
11
1997
Semiparametric single index versus fixed link function modelling. Zbl 0869.62033
Härdle, W.; Spokoiny, V.; Sperlich, S.
9
1997
Adaptive hypothesis testing using wavelets. Zbl 0898.62056
Spokoiny, V. G.
86
1996
Exact asymptotics of minimax Bahadur risk in Lipschitz regression. Zbl 0897.62045
Korostelev, A. P.; Spokoiny, V. G.
1
1996
On the efficiency of wavelet estimators under arbitrary error distributions. Zbl 0845.62034
Neumann, M. H.; Spokoiny, V. G.
11
1995
Local adaptation to inhomogeneous smoothness: Resolution level. Zbl 0836.62030
Lepskij, O. V.; Spokoiny, V. G.
3
1995
Efficient estimation and experimental design for controlled systems. Asymptotic approach. Zbl 0834.93052
Spokoiny, V. G.
1
1994
Asymptotic properties of the maximum likelihood estimators under random normalization for a first order autoregressive model. Zbl 0809.62072
Shiryaev, A. N.; Spokoiny, V. G.
2
1993
On asymptotically optimal sequential experimental design. Zbl 0796.62064
Spokoĭnyĭ, V. G.
2
1992
Lower bounds of minimax risk in estimation problems without LAN condition. Zbl 0749.62017
Spokoiny, V. G.
1
1992
all top 5

Cited by 1,155 Authors

42 Spokoiny, Vladimir G.
16 Munk, Axel
14 Lepskiĭ, Oleg Vital’evich
11 Cai, Tony Tony
11 Fan, Jianqing
11 Gao, Jiti
11 Juditsky, Anatoli B.
11 Patilea, Valentin
11 Tsybakov, Alexandre B.
11 Zhu, Lixing
10 Härdle, Wolfgang Karl
10 Laurent, Béatrice
9 Goldenshluger, Alexander
9 Low, Mark G.
9 Miao, Yu
9 Sapatinas, Theofanis
8 Belomestny, Denis
8 Davies, Patrick Laurie
8 Ermakov, Mikhaĭl Sergeevich
8 Grama, Ion G.
8 Ingster, Yuriĭ Izmaĭlovich
8 Nemirovski, Arkadi S.
8 Sperlich, Stefan
7 Dümbgen, Lutz
7 Horowitz, Joel L.
7 Pouet, Christophe F.
7 Schoenmakers, John G. M.
7 Song, Kyungchul
6 Butucea, Cristina
6 Dalalyan, Arnak S.
6 Escanciano, Juan Carlos
6 Galtchouk, Leonid I.
6 Hall, Peter Gavin
6 Konev, Victor
6 Lee, Sokbae
6 Meister, Alexander
6 Milstein, Grigori N.
6 Nickl, Richard
6 Picard, Dominique B.
6 Reiß, Markus
6 Vieu, Philippe
6 Xue, Liugen
6 Zhang, Riquan
5 Autin, Florent
5 Carpentier, Alexandra
5 Collier, Olivier
5 Gasnikov, Alexander V.
5 Kerkyacharian, Gérard
5 Pensky, Marianna
5 Suslina, Irina A.
5 Van Keilegom, Ingrid
5 Walther, Günther
5 Wang, Qiying
5 Wang, Zhaojun
5 Xia, Yingcun
5 Zou, Changliang
4 Abramovich, Felix P.
4 Akritas, Michael G.
4 Antoniadis, Anestis
4 Armstrong, Timothy B.
4 Bach, Francis R.
4 Baraud, Yannick
4 Chen, Song Xi
4 Chen, Ying
4 Chetverikov, Denis
4 Dette, Holger
4 Durot, Cécile
4 Ferraty, Frédéric
4 Fromont, Magalie
4 Gijbels, Irène
4 Guerre, Emmanuel
4 Holzmann, Hajo
4 Huet, Sylvie
4 Kato, Kengo
4 Klebaner, Fima C.
4 Klutchnikoff, Nicolas
4 Li, Qi
4 Linton, Oliver Bruce
4 Liptser, Robert
4 Liu, Quansheng
4 Lu, Xuewen
4 Marteau, Clément
4 Naumov, Alekseĭ Aleksandrovich
4 Nordhausen, Klaus
4 Rohde, Angelika
4 Serdyukova, Nora A.
4 Tan, Zhongquan
4 Ul’yanov, Vladimir Vasil’evich
4 Verzelen, Nicolas
4 Wu, Yihong
4 Zeevi, Assaf J.
4 Zhou, Zhou
4 Zhu, Hongtu
3 Ait Saidi, Ahmed
3 Attaoui, Said
3 Bayer, Christian
3 Blanchard, Gilles
3 Brown, Lawrence David
3 Chichignoud, Michaël
3 Comminges, Laetitia
...and 1,055 more Authors
all top 5

Cited in 139 Serials

132 The Annals of Statistics
52 Journal of Econometrics
45 Electronic Journal of Statistics
37 Journal of Statistical Planning and Inference
37 Bernoulli
34 Journal of Multivariate Analysis
31 Computational Statistics and Data Analysis
28 Econometric Theory
27 Statistics & Probability Letters
27 Journal of Nonparametric Statistics
17 Communications in Statistics. Theory and Methods
17 Mathematical Methods of Statistics
14 Annals of the Institute of Statistical Mathematics
13 Stochastic Processes and their Applications
12 Probability Theory and Related Fields
11 Statistics
11 Test
11 Journal of Mathematical Sciences (New York)
10 Sequential Analysis
10 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
9 Scandinavian Journal of Statistics
9 Journal of the American Statistical Association
9 Journal of Statistical Computation and Simulation
7 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
7 Statistical Papers
7 Statistical Inference for Stochastic Processes
6 Computational Statistics
6 Automation and Remote Control
6 Journal of the Royal Statistical Society. Series B. Statistical Methodology
5 Metrika
5 The Annals of Probability
5 Statistical Science
5 Communications in Statistics. Simulation and Computation
5 Mathematical Programming. Series A. Series B
5 Comptes Rendus. Mathématique. Académie des Sciences, Paris
5 Statistics and Computing
4 The Canadian Journal of Statistics
4 SIAM Journal on Optimization
4 Doklady Mathematics
4 Quantitative Finance
4 The Annals of Applied Statistics
4 Science China. Mathematics
3 Biometrics
3 Journal of Computational and Applied Mathematics
3 Machine Learning
3 Economics Letters
3 The Annals of Applied Probability
3 Applied and Computational Harmonic Analysis
3 Statistica Sinica
3 The Econometrics Journal
3 Journal of Applied Statistics
3 Extremes
3 Journal of Systems Science and Complexity
3 International Journal of Wavelets, Multiresolution and Information Processing
3 Statistical Methodology
3 Journal of the Korean Statistical Society
3 AStA. Advances in Statistical Analysis
3 Bayesian Analysis
2 Advances in Applied Probability
2 Problems of Information Transmission
2 Automatica
2 Insurance Mathematics & Economics
2 Acta Mathematicae Applicatae Sinica. English Series
2 Constructive Approximation
2 Journal of Scientific Computing
2 Computational Mathematics and Mathematical Physics
2 Journal of Mathematical Imaging and Vision
2 Applied Mathematics. Series B (English Edition)
2 Annals of Mathematics and Artificial Intelligence
2 Finance and Stochastics
2 Australian & New Zealand Journal of Statistics
2 Discrete and Continuous Dynamical Systems. Series B
2 Statistical Modelling
2 Stochastics
2 Inverse Problems and Imaging
2 Journal of Statistical Theory and Practice
2 Statistics Surveys
2 Sankhyā. Series A
2 Journal of Econometric Methods
2 Mathematical Statistics and Learning
1 Computers & Mathematics with Applications
1 Journal of Mathematical Analysis and Applications
1 Journal of Statistical Physics
1 Lithuanian Mathematical Journal
1 Periodica Mathematica Hungarica
1 Mathematics of Computation
1 Chaos, Solitons and Fractals
1 Theory of Probability and its Applications
1 Fuzzy Sets and Systems
1 International Journal of Mathematics and Mathematical Sciences
1 Journal of Applied Probability
1 Journal of Optimization Theory and Applications
1 Mathematics and Computers in Simulation
1 Numerische Mathematik
1 Results in Mathematics
1 SIAM Journal on Control and Optimization
1 Statistica Neerlandica
1 Operations Research Letters
1 Journal of Time Series Analysis
1 Stochastic Analysis and Applications
...and 39 more Serials

Citations by Year